Pages that link to "Item:Q1947493"
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The following pages link to New Monte Carlo schemes for simulating diffusions in discontinuous media (Q1947493):
Displaying 17 items.
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130) (← links)
- A new Monte Carlo method for solving a stationary diffusion equation (Q1594587) (← links)
- Probabilistic domain decomposition for the solution of the two-dimensional magnetotelluric problem (Q1702338) (← links)
- On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
- On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks (Q2002472) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759) (← links)
- Stochastic finite differences for elliptic diffusion equations in stratified domains (Q2228762) (← links)
- Reconstruction algorithm for unknown cavities via Feynman-Kac type formula (Q2340492) (← links)
- New Monte Carlo algorithms for investigation of criticality fluctuations in the particle scattering process with multiplication in stochastic media (Q2359320) (← links)
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- The narrow escape problem in a circular domain with radial piecewise constant diffusivity (Q5872683) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
